FWIW -
My Native Instruments S-61 keyboard is VERY nice , and the integration with NKS-enabled plugins is awesome!
But, to really get the most out of it, you need to be using the Native Instruments Komplete plugins or other 3rd-party NKS-enabled instruments. Non-NKS plugins will generally work as well, but you may need to spend a lot of time manually mapping them to to S-series controls, and won't (by default) have the graphical interface and browsing capability that comes with NKS-enabled plugins.
S-series keyboard capability as a control surface with Sonar is very minimal, and personally I would not recommend any of the current NI S-series keyboards if your primary purpose is control surface integration. However, a basic control surface like the Presonus Faderport makes a GREAT companion for the S-series (and many other) keyboards, and having both available makes for a VERY cool integrated setup, especially if you're planning on using a lot of NKS-enabled soft synths!